+317.8%
TMUS vs USO
+73.9%
+243.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.6% |
| 7D | -5.3% | +6.2% | -11.6% | -5.8% |
| 30D | +0.1% | +19.1% | -19.0% | -1.4% |
| 3M | -0.6% | +14.2% | -14.8% | -2.0% |
| 6M | -17.5% | +43.7% | -61.3% | -20.7% |
| YTD | -11.3% | +116.8% | -128.1% | -17.8% |
| 1Y | -25.4% | +104.3% | -129.7% | -30.6% |
| 3Y | +35.5% | +91.5% | -56.0% | +25.4% |
| 5Y | +41.9% | +214.1% | -172.2% | +20.0% |
| 10Y | +317.8% | +77.0% | +240.8% | +281.7% |
| All | +317.8% | +73.9% | +243.9% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling